API for OptionPricing
Option Pricing with Efficient Simulation Algorithms

Global functions
AsianCall Man page Source code
AsianCall_AppLord Man page Source code
AsianCall_CMC_CV Source code
AsianCall_NCV_CMC_QCV_greeks Source code
AsianCall_NCV_CMC_QCV_greeks_Z Source code
AsianCall_NCV_CMC_QCV_greeks_qmc Source code
AsianCall_NCV_CMC_greeks_Z Source code
AsianCall_NCV_CMC_greeks_qmc Source code
AsianCall_NCV_LR_greeks Source code
AsianCall_naive_greeks Source code
AsianCall_naive_greeks_Z Source code
AsianCall_naive_greeks_qmc Source code
BS_A Source code
BS_EC Man page Source code
BS_EP Man page Source code
Covmat_A Source code
OptionPricing Man page
OptionPricing-package Man page
cond2M_A Source code
evalECV Source code
evalECV_A Source code
evalEQCV Source code
evalLB Source code
eval_equad Source code
findQmat Source code
findbcv Source code
findrootapp Source code
newtons_root Source code
ortmat Source code
returnPn_Korobov Source code
simulateAsianCall_Z Source code
OptionPricing documentation built on May 29, 2017, 8:29 p.m.